portfolioFactory
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2021-07-07
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portfolioFactory-pliDEV.zip （71个子文件） 
portfolioFactory-pliDEV 
.gitignore 16B example_pl.py 2KB LICENSE 1KB example.py 4KB README.md 1KB portfolioFactory universe universe.py 4KB __init__.py 0B totalReturnData 4.95MB example_generateUSEquityUniverse.py 298B
usEquityConfig.txt 131B universe.py.orig 3KB test_universe.py 1KB usEquityConfig.txt.orig 131B portfolio portfolio.py 2KB __init__.py 0B test_portfolio.py 25B __init__.py 0B reporting reporting.py 3KB __init__.py 85B utils getFileLocation.py 320B __init__.py 0B customExceptions.py.orig 3KB utils.py 3KB utils.py.orig 4KB customExceptions.py 3KB examples __init__.py 0B strategy SampleFiles strategyConfig_4_5.txt 116B strategyConfig_missing_input.txt 101B strategyConfig_negative_rebalance.txt 122B config_uni_1_5.txt 133B strategyConfig_1_2.txt 116B universeConfig.txt 141B returns_4_5 8KB totalReturnData 4.95MB strategyConfig_1_5.txt 122B strategyConfig_1_5_early.txt 122B signal_1_2 8KB strategyConfig_bad_signal.txt 129B uni_1_2 8KB uni_4_5 8KB strategyConfig_extra_spec.txt 135B strategyConfig_1_5_late.txt 121B strategyConfig_1_2_late.txt 121B signal_1_5_early 6KB signal_1_5 15KB strategyConfig01.txt 96B signal_4_5_early 4KB config_uni_4_5.txt 133B signal_4_5_late 3KB signal_1_5_late 5KB signal_1_2_early 4KB strategyConfig_string_rule.txt 126B strategyConfig_4_5_early.txt 122B returns_1_5 15KB strategyConfig_4_5_late.txt 121B strategyConfig_string_rebalance.txt 123B uni_1_5 15KB signal_4_5 8KB signal_1_2_late 3KB config_uni_1_2.txt 133B strategyConfig_rebal_check.txt 121B strategyConfig_1_2_early.txt 122B returns_1_2 8KB __init__.py 0B strategy.py 10KB test_strategy.py 4KB metrics __init__.py 0B retMetrics.py 2KB riskMetrics.py 3KB test_riskMetrics.py 5KB test_retMetrics.py 4KB资源评论
